Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.432009 0.476502 0.525496 0.583797 0.651741 0.728987 0.824269
2024-10-13 0.381347 0.437599 0.503235 0.586491 0.690780 0.819184 0.992647
2024-10-20 0.345174 0.408017 0.484652 0.586878 0.722705 0.901678 1.163937
2024-10-27 0.312746 0.378310 0.461090 0.576096 0.736592 0.960804 1.314310
2024-11-03 0.297839 0.368590 0.461078 0.595035 0.791889 1.084962 1.587137
2024-11-10 0.288815 0.365237 0.468521 0.624356 0.865622 1.249526 1.970240
2024-11-17 0.274125 0.352601 0.461505 0.631351 0.905964 1.368655 2.311833
2024-11-24 0.258854 0.337711 0.449604 0.629129 0.930611 1.465418 2.643373
2024-12-01 0.239975 0.316205 0.426081 0.605975 0.916526 1.488971 2.827635
2024-12-08 0.223772 0.297460 0.405168 0.584758 0.902691 1.510066 3.014589
2024-12-15 0.217068 0.292160 0.404122 0.595770 0.947791 1.657276 3.579796
2024-12-22 0.212621 0.289840 0.407354 0.614104 1.009101 1.853478 4.392226
2024-12-29 0.206505 0.285256 0.407700 0.629517 1.071838 2.082122 5.521944
2025-01-05 0.195828 0.272876 0.394389 0.618883 1.079858 2.183094 6.305393
2025-01-12 0.186490 0.262022 0.382768 0.610106 1.090495 2.295305 7.261102
2025-01-19 0.176437 0.249450 0.367374 0.592635 1.079335 2.346134 8.011333
2025-01-26 0.172807 0.246985 0.368963 0.608006 1.145534 2.643957 10.514081
2025-02-02 0.171211 0.247698 0.376048 0.635053 1.245372 3.095076 15.161409
2025-02-09 0.166343 0.242663 0.372526 0.639987 1.291559 3.392157 19.763125
2025-02-16 0.160592 0.235816 0.365240 0.636192 1.314427 3.617462 24.755496
2025-02-23 0.152408 0.224448 0.349003 0.611671 1.277253 3.591865 26.608997
2025-03-02 0.145063 0.214225 0.334367 0.589515 1.243750 3.572769 28.714541
2025-03-09 0.142490 0.212094 0.334635 0.600191 1.304992 3.995373 41.965704